ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 81.695 81.325 -0.370 -0.5% 82.545
High 81.915 81.460 -0.455 -0.6% 82.550
Low 81.565 81.135 -0.430 -0.5% 81.520
Close 81.638 81.448 -0.190 -0.2% 81.638
Range 0.350 0.325 -0.025 -7.1% 1.030
ATR 0.473 0.475 0.002 0.5% 0.000
Volume 30,310 20,870 -9,440 -31.1% 97,176
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 82.323 82.210 81.627
R3 81.998 81.885 81.537
R2 81.673 81.673 81.508
R1 81.560 81.560 81.478 81.617
PP 81.348 81.348 81.348 81.376
S1 81.235 81.235 81.418 81.292
S2 81.023 81.023 81.388
S3 80.698 80.910 81.359
S4 80.373 80.585 81.269
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 84.993 84.345 82.205
R3 83.963 83.315 81.921
R2 82.933 82.933 81.827
R1 82.285 82.285 81.732 82.094
PP 81.903 81.903 81.903 81.807
S1 81.255 81.255 81.544 81.064
S2 80.873 80.873 81.449
S3 79.843 80.225 81.355
S4 78.813 79.195 81.072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.185 81.135 1.050 1.3% 0.369 0.5% 30% False True 21,865
10 83.150 81.135 2.015 2.5% 0.470 0.6% 16% False True 13,199
20 83.150 81.035 2.115 2.6% 0.454 0.6% 20% False False 6,903
40 83.150 81.035 2.115 2.6% 0.440 0.5% 20% False False 3,520
60 85.220 81.035 4.185 5.1% 0.448 0.6% 10% False False 2,367
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.103
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.841
2.618 82.311
1.618 81.986
1.000 81.785
0.618 81.661
HIGH 81.460
0.618 81.336
0.500 81.298
0.382 81.259
LOW 81.135
0.618 80.934
1.000 80.810
1.618 80.609
2.618 80.284
4.250 79.754
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 81.398 81.543
PP 81.348 81.511
S1 81.298 81.480

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols